2024

• Olsen, Asbjørn; Djupskås, Gard; de Lange, Petter Eilif; Risstad, Morten. (2024) Forecasting implied volatilities of currency options with machine learning techniques and econometrics models. International Journal of Data Science and Analytics (JDSA)
  Academic article
• Abrahamsen, Nils-Gunnar Birkeland; Nylén-Forthun, Emil; Møller, Mats; de Lange, Petter Eilif; Risstad, Morten. (2024) Financial Distress Prediction in the Nordics: Early Warnings from Machine Learning Models. Journal of Risk and Financial Management
  Academic article

2023

• Hjelkrem, Lars Ole; de Lange, Petter Eilif. (2023) Explaining Deep Learning Models for Credit Scoring with SHAP: A Case Study Using Open Banking Data. Journal of Risk and Financial Management
  Academic article
• de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur. (2023) Term Premia in Norwegian Interest Rate Swaps. Journal of Risk and Financial Management
  Academic article
• Blom, Herman Mørkved; de Lange, Petter Eilif; Risstad, Morten. (2023) Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression. Journal of Risk and Financial Management
  Academic article
• Hjelkrem, Lars Ole; Nesset, Erik Alfred; de Lange, Petter Eilif; Wang, Hao. (2023) Deep Learning Approaches in Credit Scoring. Norges teknisk-naturvitenskapelige universitet Norges teknisk-naturvitenskapelige universitet
  Doctoral dissertation

2022

• De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur. (2022) Estimating value-at-risk using quantile regression and implied volatilities. Journal of Risk Model Validation
  Academic article
• Hjelkrem, Lars Ole; De Lange, Petter Eilif; Nesset, Erik. (2022) The Value of Open Banking Data for Application Credit Scoring: Case Study of a Norwegian Bank. Journal of Risk and Financial Management
  Academic article
• Myrland, Caroline Aarvold; De Lange, Petter Eilif; Westgaard, Sjur; Schlingloff, André. (2022) Examining classical capital structure models of debt utilization decisions in Norwegian SME shipping companies. Beta
  Academic article
• De Lange, Petter Eilif; Melsom, Borger Christopher; Vennerød, Christian Bakke; Westgaard, Sjur. (2022) Explainable AI for Credit Assessment in Banks. Journal of Risk and Financial Management
  Academic article
• Melsom, Borger Christopher; Vennerød, Christian Bakke; De Lange, Petter Eilif; Hjelkrem, Lars Ole; Westgaard, Sjur. (2022) Explainable artificial intelligence for credit scoring in banking. Journal of Risk
  Academic article
• De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur. (2022) Term Premia in Norwegian Government Bond Yields. Beta
  Academic article
• Hjelkrem, Lars Ole; De Lange, Petter Eilif; Nesset, Erik. (2022) An end-to-end deep learning approach to credit scoring using CNN C XGBoost on transaction data. Journal of Risk Model Validation
  Academic article

2021

• Andersen, Bendik Persch; De Lange, Petter Eilif. (2021) Efficiency in the Atlantic salmon futures market. Journal of futures markets
  Academic article
• Hua, Eric Guangcheng; Jacobsen, Jesper Thuestad; De Lange, Petter Eilif; Hjelkrem, Lars Ole. (2021) Stability and accuracy of credit ratings : Examining credit assessments from two Norwegian banks. Beta
  Academic article
• Andersen, Bendik Persch; Rundhaug, Mathilde; De Lange, Petter Eilif. (2021) Utilizing structural models to evaluate probability of default for Norwegian stock-based firms. Universitetsforlaget
  Academic chapter/article/Conference paper

2020

• Rundhaug, Mathilde; De Lange, Petter Eilif; Aamo, Per Egil. (2020) Modeling Bond Spreads and Credit Default Risk in the Norwegian Financial Market Using Structural Credit Default Models . Beta
  Academic article

2019

• De Lange, Petter Eilif; Stiberg, Kim Andre Ha; Aamo, Per Egil. (2019) Estimating Contingent Convertible credit spreads in the Norwegian Bond Market using an option pricing approach. Beta
  Academic article

2018

• Reite, Endre Jo; De Lange, Petter Eilif. (2018) Hvordan påvirker nedleggelse av bankkontor valg av boliglånsbank. Samfunnsøkonomen
  Academic article
• De Lange, Petter Eilif; Aamo, Per Egil; Westgaard, Sjur. (2018) The Norwegian financial bond market : A comprehensive market review with an empirical analysis of the main drivers of spreads. Beta
  Academic article

2017

• De Lange, Petter Eilif; Reite, Endre Jo. (2017) Effekten av egenkapitalkrav på boliglån til norske husholdninger. Samfunnsøkonomen
  Academic article

2004

• de Lange, Petter Eilif; Fleten, Stein-Erik; Gaivoronski, Alexei A.. (2004) Modeling financial reinsurance in the casualty insurance business via stochastic programming. Journal of Economic Dynamics and Control
  Academic article

2001

• de Lange, Petter Eilif; Gaivoronski, Alexei A.; Høyland, Kjetil. (2001) Statutory Regulation of Casualty Insurance Companies: An example from Norway with Stochastic Programming Analysis.
  Academic chapter/article/Conference paper

2000

• de Lange, Petter Eilif; Gaivoronski, Alexei A.. (2000) An Asset Liability Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules. Annals of Operations Research
  Academic article

1993

• de Lange, Petter Eilif. (1993) Prinsipper ved og analyse av økonomiske systemer for kontroll av regional og flernasjonal forurensing. Stiftelsen for Samfunns- og Næringslivforskning
  Report